Is your Location Services option turned on? Did you give it 'enough time' for the GPS to get a lock on your location? If you're in an area with bad GPS coverage or with your phone in airplane mode there is no location to be added. Same thing if you disable Location Services.
Yeah, sometimes depending on your location it might take a bit longer for the GPS to get a good reading, and sometimes it's just fast (clear skies at the beach are usually better than a cloudy day in the middle of a street surrounded by skyscrapers ).